+3,380.5%
LLY vs XLU
+654.8%
+2,725.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.0% |
| 7D | +6.7% | +2.1% | +4.6% | +5.6% |
| 30D | +19.6% | +5.6% | +14.0% | +16.4% |
| 3M | +19.7% | +0.7% | +19.0% | +19.2% |
| 6M | +42.7% | -0.1% | +42.8% | +42.4% |
| YTD | +35.1% | +5.3% | +29.8% | +31.0% |
| 1Y | +42.2% | +2.2% | +40.0% | +40.0% |
| 3Y | +140.8% | +61.6% | +79.2% | +84.6% |
| 5Y | +480.6% | +53.6% | +427.0% | +352.4% |
| 10Y | +2,061.9% | +162.3% | +1,899.6% | +1,140.6% |
| All | +3,380.5% | +654.8% | +2,725.7% | +997.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling